The following pages link to (Q4779802):
Displayed 20 items.
- Portmanteau tests for ARMA models with infinite variance (Q3552840) (← links)
- Double barrier option under regime-switching exponential mean-reverting process (Q3636733) (← links)
- Statistical analysis of financial time series under the assumption of local stationarity (Q4610227) (← links)
- A maximum likelihood approach to volatility estimation for a Brownian motion using high, low and close price data (Q4647284) (← links)
- On diagnostics in conditionally heteroskedastic time series models under elliptical distributions (Q4822476) (← links)
- Multi‐variate <i>t</i> Autoregressions: Innovations, Prediction Variances and Exact Likelihood Equations (Q4828166) (← links)
- Impact of Plant Utilization on Irreversible Investment Under Uncertainty with Application to Refinery Investment (Q5021965) (← links)
- Bimodal Birnbaum–Saunders generalized autoregressive score model (Q5036368) (← links)
- (Q5077828) (← links)
- Time-varying autoregressive conditional duration model (Q5123583) (← links)
- Time-varying vector autoregressive models with stochastic volatility (Q5124768) (← links)
- Reconstructing nonlinear structure in regression residuals (Q5128582) (← links)
- Modelling Poisson marked point processes using bivariate mixture transition distributions (Q5218877) (← links)
- JOINT MODELING OF CORRELATED TIME DURATIONS AND THEIR MARKS USING A WEIBULL POISSON MARKED POINT PROCESS MIXTURE MODELS (Q5229414) (← links)
- Forecasting Longevity Gains for a Population with Short Time Series Using a Structural SUTSE Model: An Application to Brazilian Annuity Plans (Q5379164) (← links)
- A Note on Non‐Negative Arma Processes (Q5430503) (← links)
- Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use (Q5715996) (← links)
- (Q5852812) (← links)
- On sequential confidence interval in a stationary Gaussian process (Q5861996) (← links)
- A review of INMA integer-valued model class, application and further development (Q5865584) (← links)